+107.6%
CI vs TW
+294.9%
-187.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -1.3% | +2.8% | -4.1% | -2.1% |
| 30D | +6.4% | +18.1% | -11.7% | +1.4% |
| 3M | +10.7% | +25.2% | -14.6% | +3.6% |
| 6M | +5.5% | +19.1% | -13.6% | -0.3% |
| YTD | +11.4% | +21.9% | -10.5% | +3.9% |
| 1Y | +15.0% | +18.9% | -3.9% | +8.1% |
| 3Y | +9.0% | +41.7% | -32.8% | -5.3% |
| 5Y | +52.0% | +40.4% | +11.6% | +31.1% |
| All | +107.6% | +294.9% | -187.3% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling